• Vice President, SEC4348229

    Location(s) US-NY-New York
    Job ID
    2020-59429
    Schedule Type
    Full Time
    Level
    Vice President/Executive Director
    Function(s)
    Quant/Strats
    Region
    Americas
    Division
    Securities
    Business Unit
    EQ Franchise Sales Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    Vice President with Goldman Sachs & Co. LLC in New York, New York.

     

    Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

    RESPONSIBILITIES AND QUALIFICATIONS

    Duties: Vice President with Goldman Sachs & Co. LLC in New York, New York. Develop new systematic trading strategies based on academic research, market structure and statistical analysis. Develop backtesting methodologies and models to support and maintain all live trades and backtested indices. Conduct on-going maintenance of the platform, including the evaluation of performance and risk con  tribution of cross asset portfolios. Build statistical tools explaining factor exposure and performance of strategies based on publicly available data. Utilize quantitative financial and programming skills to implement risk models used to estimate maximum possible exposure of complex OTC trades in a timely fashion. Work along with the technology and engineering team and offer guidance on what tools and features to develop based on the desk’s view and client’s needs. Work with the systematic trading strategies trading strats team on strategy implementation. Work with the Technology Division on infrastructure solutions to facilitate pre and post trades. Write and review methodology documentation, marketing material and complex transaction due diligences. Educate the sales force on any updates and relevant analysis done on our offering across asset classes. Work closely with sales team to engage with clients on their product goals. Work with institutional clients to develop customized investment and hedging solutions for their requirements. Market the systematic trading strategies platform to institutional clients and adapt the communication to the degree of sophistication of the interlocutor.

     

    Job Requirements: Master’s degree (US or foreign equivalent) in Financial Engineering, Mathematics or a related quantitative field. Four (4) years of experience in the job offered or a related systematic quantitative investing role. Prior work experience must four (4) years of experience with: The development, production implementation, and maintenance of mission critical software in a high performance object oriented programming language; Performing Index construction, Equity derivatives pricing, and Equity Multi Factor modeling; Performing pricing of exotic options, regression analysis across client portfolios, and simulations of potential outcomes using financial mathematics techniques including but not limited to stochastic calculus, jump processes, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability and random processes; Applying principal component analysis, hypothesis testing, and linear/non-linear optimization; Developing systematic quantitative investment strategies by analyzing equity markets and market structure and conducting analysis of large trades and complex structures; and Performing time series analysis and manipulating large datasets. FINRA Series 7 and Series 63 licenses required. Fluency in the Portuguese language required for daily usage to interact with clients from Brazil via telephone and email communications, as well as in-person meetings in Brazil. Travel required 10% of the time to visit Latin American clientele in Brazil to understand product goals and  marketing business needs.

    ABOUT GOLDMAN SACHS

    ABOUT GOLDMAN SACHS

    At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

    We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

    We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



    © The Goldman Sachs Group, Inc., 2020. All rights reserved.
    Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

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